Ensembles for feature selection: A review and future trends

Ensemble learning is a prolific field in Machine Learning since it is based on the assumption that combining the output of multiple models is better than using a single model, and it usually provides good results. Normally, it has been commonly employed for classification, but it can be used to improve other disciplines such as feature selection. Feature selection consists of selecting the relevant features for a problem and discard those irrelevant or redundant, with the main goal of improving classification accuracy. In this work, we provide the reader with the basic concepts necessary to build an ensemble for feature selection, as well as reviewing the up-to-date advances and commenting on the future trends that are still to be faced.